Related papers: Output Feedback Control for Irregular LQ Problem
In recent years, stabilizing unknown dynamical systems has became a critical problem in control systems engineering. Addressing this for linear time-invariant (LTI) systems is an essential fist step towards solving similar problems for more…
In this two-part paper, we identify a broad class of decentralized output-feedback LQG systems for which the optimal control strategies have a simple intuitive estimation structure and can be computed efficiently. Roughly, we consider the…
This paper develops a novel approach to the consensus problem of multi-agent systems by minimizing a weighted state error with neighbor agents via linear quadratic (LQ) optimal control theory. Existing consensus control algorithms only…
This paper develops a data-based approach to the closed-loop output feedback control of nonlinear dynamical systems with a partial nonlinear observation model. We propose an information state based approach to rigorously transform the…
This paper deals with a class of time inconsistent stochastic linear quadratic (SLQ) optimal control problems in Markovian framework. Three notions, i.e., closed-loop equilibrium controls/strategies, open-loop equilibrium controls and their…
This paper examines stochastic optimal control problems in which the state is perfectly known, but the controller's measure of time is a stochastic process derived from a strictly increasing L\'evy process. We provide dynamic programming…
In this paper, an extension of a linear control design for hyperbolic linear partial differential equations is presented for a first-order traffic flow model. Starting from the Lighthill-Whitham-Richards (LWR) model, variable speed limit…
This paper is concerned with a general linear quadratic (LQ) control problem of mean-field backward stochastic differential equation (BSDE). Here, the weighting matrices in the cost functional are allowed to be indefinite. Necessary and…
We consider the static output feedback control for Linear Quadratic Regulator problems with structured constraints under the assumption that system parameters are unknown. To solve the problem in the model free setting, we propose the…
We consider a variant of the classical linear quadratic Gaussian regulator (LQG) in which penalties on the endpoint state are replaced by the specification of the terminal state distribution. The resulting theory considerably differs from…
The purpose of this paper is to investigate the coherent feedback $H^\infty$ control problem for linear quantum systems. A key contribution is a simplified design methodology that guarantees closed-loop stability and a prescribed level of…
Feedback control protocols can stabilize and enhance the operation of quantum devices, however, unavoidable delays in the feedback loop adversely affect their performance. We introduce a quantum control methodology, combining open-loop…
We propose a new risk-constrained reformulation of the standard Linear Quadratic Regulator (LQR) problem. Our framework is motivated by the fact that the classical (risk-neutral) LQR controller, although optimal in expectation, might be…
We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller…
With the increased demand for power efficiency in feedback-control systems, communication is becoming a limiting factor, raising the need to trade off the external cost that they incur with the capacity of the controller's communication…
This paper addresses the inverse optimal control for the linear quadratic tracking problem with a fixed but unknown target state, which aims to estimate the possible triplets comprising the target state, the state weight matrix, and the…
The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…
This paper studies the stochastic optimal control problem for systems with unknown dynamics. First, an open-loop deterministic trajectory optimization problem is solved without knowing the explicit form of the dynamical system. Next, a…
In this article, we consider a fundamental decentralized optimal control problem, which we call the two-player problem. Two subsystems are interconnected in a nested information pattern, and output feedback controllers must be designed for…
In this paper, we introduce novel equations that are dual to the ones of the well-known invariant ellipsoids method. These equations yield ellipsoids with newly established geometrical interpretations and connections to linear system norms.…